18th edition of Research in Options: Rio 2023 focuses on different aspects of quantitative finance

The conference will feature scientists, mathematicians and professionals working at the interface between mathematics and finance.
Mathematics
05 December 2023
18th edition of Research in Options: Rio 2023 focuses on different aspects of quantitative finance

Fundação Getulio Vargas’ School of Applied Mathematics (FGV EMAp) is holding the 18th edition of Research in Options: Rio 2023. This public event will take place between December 9 and 13, starting at midday, in FGV’s main building in Rio de Janeiro. The conference will feature scientists, mathematicians and professionals working at the interface between mathematics and finance.

The financial industry has presented researchers with a series of mathematical and computational challenges. Accordingly, this year’s event will focus on different aspects of quantitative finance, derivatives, fixed income, volatility, commodities, algorithmic trading and risk management, among other topics.

The use of sophisticated mathematical tools in quantitative finance, from partial differential equations to stochastic analysis and numerical methods, has grown steadily in recent decades. Mathematical tools and results have impacted the way financial phenomena are modeled and understood, and how risk is assessed and managed. 

Two days before the conference, on the weekend, there will be mini-courses aimed at both professionals and students. The following topics will be explored:

  • Quantum machine learning;
  • Volatility modeling;
  • Optimal execution models; 
  • Risk assessment under uncertainty. 

The Organizing and Scientific Committee is made up of the following researchers: Vinicius Albani (Santa Catarina Federal University), Bruno Dupire (Bloomberg), Yuri Saporito (FGV EMAp), Max O. Souza (Fluminense Federal University), Rodrigo Targino (FGV EMAp) and Jorge P. Zubelli (Khalifa University and the Institute of Pure and Applied Mathematics in Rio de Janeiro).

The event is sponsored by FGV EMAp, the Rio de Janeiro State Research Foundation (FAPERJ)

and Bloomberg. It will take place entirely in English.

Venue: 
FGV’s main building
190 Praia de Botafogo, 5th floor, Rio de Janeiro

You can find out more about Research in Options: Rio 2023 her.

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